Having moved to the US from Germany, not a Nordic country, but a country with a much tighter social net that works comparatively well, I agree that it probably wouldn't work in the US. I think a social net works best if there is enough empathy in society to keep people happy with paying for those who need the net as well as keeping people from exploiting it too much. Of course there will always be someone unhappy with paying or someone exploiting he system, but it only works if that remains relatively rare. That is much easier if you have a relatively high empathy for each other which is easier in fairly homogenous populations. The US seems to have a very split society along all kinds of groups. There seems to be a strong fault line between large coastal cities and the middle of the country, racial divides, Republicans vs Democrats etc. These divides seem much larger to me than anything I know from Germany and I can only imagine that they are even smaller in the less populous, Nordic countries.

I'm not even sure the Nordic countries themselves think their model would scale. At least in Helsinki, they also enjoy having a low cost neighbor to the south in order to go tax free shopping.